+1,580.6%
ASML vs VUG
+405.4%
+1,175.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | -0.4% |
| 7D | +2.5% | -1.1% | +3.6% | +4.4% |
| 30D | -12.2% | -7.0% | -5.2% | -3.0% |
| 3M | -14.6% | -3.7% | -10.9% | -9.9% |
| 6M | -1.7% | -1.6% | -0.1% | +1.5% |
| YTD | +44.3% | +5.1% | +39.2% | +37.6% |
| 1Y | +51.0% | +3.8% | +47.2% | +46.7% |
| 3Y | +137.6% | +79.9% | +57.7% | +16.5% |
| 5Y | +92.7% | +66.4% | +26.4% | +7.0% |
| 10Y | +1,580.6% | +405.3% | +1,175.3% | +144.4% |
| All | +1,580.6% | +405.4% | +1,175.2% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling